It's always a bit "personal".
Works for one person, doesn't work for another. Works on one system, doesn't work on another.
Clearly related to the filters/codecs.
Divx decoder "icon" used to do this to my system. Now I use ffdshow and don't have any icons in the tray and it's still doing it.
I wish MC would install the "right combo" for me and check for existing conflicts.
I have more than one computer using MC for playback. And every once in a while one of them starts misbehaving. No subs, no dvd playback, no multichannel playback, no dts playback - this is all fixable but frustrating.
I traced the problem I am having right now to files encoded with xvid. Divx encoded files are fine. Xvid files are "hard to deal with" for MC for some reason. It plays them fine but thumbnail creation takes very long and if I hover the mouse pointer over such a file, MC report the length of the movie as "0" (zero). But they do play fine.
Make sure you have tray icons eg ffdshow, Haali splitter etc. turned off. Check the directshow filters you're using for playback. Thumbnail problems and losing focus is an old problem that has been solved by many by making sure you have the right combo of filters and try icons off. Having said that, latest builds of MC15 and ffdshow seem to play nice together even with tray icons on.